Results 31 to 40 of about 1,031 (118)
Option Contracts in the DeFi Ecosystem: Opportunities, Solutions, and Technical Challenges
International Journal of Network Management, Volume 35, Issue 2, March/April 2025.We investigate options derivatives on cryptocurrencies: We begin by motivating the reader with applications of options, and then, we study the design of the predominant decentralized options exchanges. Lastly, we perform numerical analysis to assess liquidity inefficiencies in the Uniswap exchange due to the lack of an options market.
Srisht Fateh Singh +4 more
wiley +1 more source
, 2023 Journal of Medical Radiation Sciences, Volume 70, Issue S1, Page 3-81, April 2023.
wiley +1 more source
A Load‐Balancing Enhancement to Schedule‐Aware Bundle Routing
International Journal of Satellite Communications and Networking, Volume 43, Issue 2, Page 122-130, March/April 2025.ABSTRACT Delay‐ and disruption‐tolerant networking (DTN) enables communication in networks afflicted by long propagation delays and sporadic connectivity. DTN routing techniques such as schedule‐aware bundle routing (SABR) exist to route data bundles in deterministic networks, such as those found in deep‐space environments, where node contacts are ...
Jason J. Kamps +2 more
wiley +1 more source
Journal of Applied Clinical Medical Physics, Volume 26, Issue 1, January 2025.Abstract Background The installation and testing of the first Radixact with Synchrony system in Colombia marked a significant milestone in Latin America's medical landscape. There was a need to devise a robust quality assurance protocol to comprehensively evaluate both dose delivery and motion tracking accuracy.
Christian D. Trujillo‐Bastidas +2 more
wiley +1 more source
Swaption pricing with SABR model [PDF]
, 2020 The purpose of this Master’s thesis is to present the SABR and shifted SABR models and perform a calibration procedure on the Euribor and Libor swaptions’ volatility cube.
Danielyan, Karen
core
Pricing Average Options on Commodities [PDF]
This paper proposes a new approximation formula for pricing average options on commodities under a stochastic volatility environment. In particular, it derives an option pricing formula under Heston and an extended -SABR stochastic volatility models ...
Akihiko Takahashi, Kenichiro Shiraya
core +3 more sources
Detecting asset price bubbles using deep learning
Mathematical Finance, Volume 35, Issue 1, Page 74-110, January 2025.Abstract In this paper, we employ deep learning techniques to detect financial asset bubbles by using observed call option prices. The proposed algorithm is widely applicable and model‐independent. We test the accuracy of our methodology in numerical experiments within a wide range of models and apply it to market data of tech stocks in order to assess
Francesca Biagini +3 more
wiley +1 more source
SOFR term structure dynamics—Discontinuous short rates and stochastic volatility forward rates
Journal of Futures Markets, Volume 44, Issue 6, Page 936-985, June 2024.Abstract The Secured Overnight Funding Rate (SOFR) has become the risk‐free rate benchmark in US dollars, thus term structure models should reflect key features exhibited by SOFR and forward rates implied by SOFR futures. We construct a multifactor, stochastic volatility term structure model which incorporates these features.
Alan Brace, Karol Gellert, Erik Schlögl
wiley +1 more source
Assessing the sensitivity and suitability of a range of detectors for SIMT PSQA
Journal of Applied Clinical Medical Physics, Volume 25, Issue 5, May 2024.Abstract Purpose Single‐isocenter multi‐target intracranial stereotactic radiotherapy (SIMT) is an effective treatment for brain metastases with complex treatment plans and delivery optimization necessitating rigorous quality assurance. This work aims to assess five methods for quality assurance of SIMT treatment plans in terms of their suitability and
Leon Dunn +4 more
wiley +1 more source